d$)$ The risk free rate is $10\%$ and the expected return on the market portfolio is $15\%.$ The following information relates to four securities$.$

$\backslash$table$[[$Security$,\backslash$table$[[$Expected$],[$Return$]],\backslash$table$[[$Expected$],[$Beta$]]],[$A$,17\mathrm{.}0\%,1\mathrm{.}3],[$B$,14\mathrm{.}5\%,0\mathrm{.}8],[$C$,15\mathrm{.}5\%,1\mathrm{.}1],[$D$,18\mathrm{.}0\%,1\mathrm{.}7]]$

i$)$ On the basis of these expectations, identify the securities which are under$-$ valued.

ii$)$ Suppose the expected returns and Beta remain the same, the risk free rate rises to $12\%,$ and expected return on the market portfolio rose to $16\%.$

Determine the securities that would be over$-$valued.

$[10$ marks$]$